+9,703.6%
AMD vs MMM
+3,190.8%
+6,512.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.2% | -14.1% | -15.4% |
| 7D | -28.6% | +5.9% | -34.5% | -31.0% |
| 30D | -37.7% | +14.7% | -52.5% | -42.8% |
| 3M | -16.1% | +3.6% | -19.7% | -18.3% |
| 6M | +13.8% | +32.7% | -18.9% | -4.8% |
| YTD | +88.8% | +18.9% | +69.9% | +66.4% |
| 1Y | +57.8% | +16.4% | +41.4% | +40.8% |
| 3Y | +260.3% | +159.8% | +100.5% | +89.3% |
| 5Y | +196.6% | +47.2% | +149.4% | +118.7% |
| 10Y | +6,064.6% | +86.5% | +5,978.2% | +3,638.5% |
| All | +9,703.6% | +3,190.8% | +6,512.8% | +1,197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling